Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.16% | 6.25 CHF | 6.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 629,119 CHF | 630,119 CHF | 99.08% | 99.08% |
15/05/2024 | 0.16% | 6.21 CHF | 6.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 618,289 CHF | 619,289 CHF | 99.18% | 99.18% |
14/05/2024 | 0.16% | 6.18 CHF | 6.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 610,591 CHF | 611,591 CHF | 98.92% | 98.92% |
13/05/2024 | 0.16% | 6.11 CHF | 6.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 621,784 CHF | 622,784 CHF | 99.18% | 99.18% |
10/05/2024 | 0.16% | 6.19 CHF | 6.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 628,464 CHF | 629,464 CHF | 93.12% | 93.12% |
08/05/2024 | 0.16% | 6.26 CHF | 6.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 616,434 CHF | 617,434 CHF | 99.02% | 99.02% |
07/05/2024 | 0.16% | 6.12 CHF | 6.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 606,819 CHF | 607,819 CHF | 98.99% | 98.99% |
06/05/2024 | 0.17% | 5.95 CHF | 5.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 589,473 CHF | 590,473 CHF | 98.99% | 98.99% |
03/05/2024 | 0.18% | 5.80 CHF | 5.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 568,356 CHF | 569,356 CHF | 99.01% | 99.01% |
02/05/2024 | 0.18% | 5.64 CHF | 5.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 566,994 CHF | 567,994 CHF | 98.82% | 98.82% |